ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 3,480.0 3,380.0 -100.0 -2.9% 3,495.0
High 3,508.0 3,381.0 -127.0 -3.6% 3,524.0
Low 3,411.0 3,332.0 -79.0 -2.3% 3,354.0
Close 3,441.0 3,376.0 -65.0 -1.9% 3,516.0
Range 97.0 49.0 -48.0 -49.5% 170.0
ATR 90.7 92.0 1.3 1.4% 0.0
Volume 29,014 27,912 -1,102 -3.8% 117,830
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,510.0 3,492.0 3,403.0
R3 3,461.0 3,443.0 3,389.5
R2 3,412.0 3,412.0 3,385.0
R1 3,394.0 3,394.0 3,380.5 3,378.5
PP 3,363.0 3,363.0 3,363.0 3,355.3
S1 3,345.0 3,345.0 3,371.5 3,329.5
S2 3,314.0 3,314.0 3,367.0
S3 3,265.0 3,296.0 3,362.5
S4 3,216.0 3,247.0 3,349.1
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,974.7 3,915.3 3,609.5
R3 3,804.7 3,745.3 3,562.8
R2 3,634.7 3,634.7 3,547.2
R1 3,575.3 3,575.3 3,531.6 3,605.0
PP 3,464.7 3,464.7 3,464.7 3,479.5
S1 3,405.3 3,405.3 3,500.4 3,435.0
S2 3,294.7 3,294.7 3,484.8
S3 3,124.7 3,235.3 3,469.3
S4 2,954.7 3,065.3 3,422.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,524.0 3,332.0 192.0 5.7% 71.4 2.1% 23% False True 24,619
10 3,524.0 3,332.0 192.0 5.7% 66.3 2.0% 23% False True 23,355
20 3,551.0 3,299.0 252.0 7.5% 73.7 2.2% 31% False False 26,272
40 4,002.0 3,299.0 703.0 20.8% 93.5 2.8% 11% False False 22,303
60 4,002.0 3,229.0 773.0 22.9% 89.3 2.6% 19% False False 20,875
80 4,326.0 3,229.0 1,097.0 32.5% 76.2 2.3% 13% False False 15,925
100 4,964.0 3,229.0 1,735.0 51.4% 68.0 2.0% 8% False False 13,420
120 5,188.0 3,229.0 1,959.0 58.0% 60.6 1.8% 8% False False 11,193
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,589.3
2.618 3,509.3
1.618 3,460.3
1.000 3,430.0
0.618 3,411.3
HIGH 3,381.0
0.618 3,362.3
0.500 3,356.5
0.382 3,350.7
LOW 3,332.0
0.618 3,301.7
1.000 3,283.0
1.618 3,252.7
2.618 3,203.7
4.250 3,123.8
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 3,369.5 3,420.0
PP 3,363.0 3,405.3
S1 3,356.5 3,390.7

These figures are updated between 7pm and 10pm EST after a trading day.

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